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  1. Trimmed-mean inflation statistics
    just hit the one in the middle
    Autor*in: Meyer, Brent; Venkatu, Guhan
    Erschienen: 2014
    Verlag:  Federal Reserve Bank of Atlanta, Atlanta, Ga.

    This paper reinvestigates the performance of trimmed-mean inflation measures some 20 years since their inception, asking whether there is a particular trimmed-mean measure that dominates the median consumer price index (CPI). Unlike previous... mehr

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 253 (2014,3)
    Fernleihe:
    keine Fernleihe

     

    This paper reinvestigates the performance of trimmed-mean inflation measures some 20 years since their inception, asking whether there is a particular trimmed-mean measure that dominates the median consumer price index (CPI). Unlike previous research, we evaluate the performance of symmetric and asymmetric trimmed means using a well known equality of prediction test. We find that there is a large swath of trimmed means that have statistically indistinguishable performance. Also, although the swath of statistically similar trims changes slightly over different sample periods, it always includes the median CPI - an extreme trim that holds conceptual and computational advantages. We conclude with a simple forecasting exercise that highlights the advantage of the median CPI (and trimmed-mean estimators in general) relative to other standard measures in forecasting headline inflation.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/101031
    Schriftenreihe: Working paper / Federal Reserve Bank of Atlanta ; 2014-3
    Umfang: Online-Ressource (27 S.), graph. Darst.
  2. Trimmed-mean inflation statistics
    just hit the one in the middle
    Autor*in: Meyer, Brent; Venkatu, Guhan
    Erschienen: 2012
    Verlag:  Federal Reserve Bank of Cleveland, Cleveland, Ohio

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    Keine Speicherung
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Working paper / Federal Reserve Bank of Cleveland ; 1217
    Umfang: Online-Ressource (22 S., 568,24 KB), graph. Darst.